Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Backtesting & Spreads:

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtesting & Spreads:

    Backtesting & Spreads:

    If Ninja dos not support options trading (spread). How could i calculate my backtest results correctly? i have a couple of strategies in range 4, generating 70% per month (backtest) performing in the lowest time of the market. but it is useless in the real life. and is not because "slippage". it is the spread: Two ticks lost, for each one operation, into 30 operations per day its a lot of money.
    I am Wrong? Some advices? sorry for my bad english.

    #2
    Hello GAVETSO,
    Unfortunately NinjaTrader does not holds the bid ask data natively. You can add a bid/ask series using the Add() methods however you may witness data synchronization scenarios.
    http://www.ninjatrader.com/support/h....html?add3.htm
    JoydeepNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Goldy, Today, 04:00 AM
    0 responses
    14 views
    0 likes
    Last Post Goldy
    by Goldy
     
    Started by Betican, Today, 12:32 AM
    0 responses
    19 views
    0 likes
    Last Post Betican
    by Betican
     
    Started by Betican, Today, 12:25 AM
    0 responses
    17 views
    0 likes
    Last Post Betican
    by Betican
     
    Started by dgee949, Yesterday, 10:51 PM
    1 response
    25 views
    0 likes
    Last Post NinjaTrader_Manfred  
    Started by ezrollin, Yesterday, 10:48 PM
    1 response
    16 views
    0 likes
    Last Post s.kinra
    by s.kinra
     
    Working...
    X